Trading Metrics calculated at close of trading on 23-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2003 |
23-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,439.54 |
8,320.72 |
-118.82 |
-1.4% |
8,787.83 |
High |
8,444.61 |
8,386.61 |
-58.00 |
-0.7% |
8,869.29 |
Low |
8,306.59 |
8,255.86 |
-50.73 |
-0.6% |
8,559.11 |
Close |
8,318.73 |
8,369.47 |
50.74 |
0.6% |
8,586.74 |
Range |
138.02 |
130.75 |
-7.27 |
-5.3% |
310.18 |
ATR |
145.72 |
144.65 |
-1.07 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,729.56 |
8,680.27 |
8,441.38 |
|
R3 |
8,598.81 |
8,549.52 |
8,405.43 |
|
R2 |
8,468.06 |
8,468.06 |
8,393.44 |
|
R1 |
8,418.77 |
8,418.77 |
8,381.46 |
8,443.42 |
PP |
8,337.31 |
8,337.31 |
8,337.31 |
8,349.64 |
S1 |
8,288.02 |
8,288.02 |
8,357.48 |
8,312.67 |
S2 |
8,206.56 |
8,206.56 |
8,345.50 |
|
S3 |
8,075.81 |
8,157.27 |
8,333.51 |
|
S4 |
7,945.06 |
8,026.52 |
8,297.56 |
|
|
Weekly Pivots for week ending 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,602.25 |
9,404.68 |
8,757.34 |
|
R3 |
9,292.07 |
9,094.50 |
8,672.04 |
|
R2 |
8,981.89 |
8,981.89 |
8,643.61 |
|
R1 |
8,784.32 |
8,784.32 |
8,615.17 |
8,728.02 |
PP |
8,671.71 |
8,671.71 |
8,671.71 |
8,643.56 |
S1 |
8,474.14 |
8,474.14 |
8,558.31 |
8,417.84 |
S2 |
8,361.53 |
8,361.53 |
8,529.87 |
|
S3 |
8,051.35 |
8,163.96 |
8,501.44 |
|
S4 |
7,741.17 |
7,853.78 |
8,416.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,805.52 |
8,255.86 |
549.66 |
6.6% |
144.65 |
1.7% |
21% |
False |
True |
|
10 |
8,869.29 |
8,255.86 |
613.43 |
7.3% |
141.51 |
1.7% |
19% |
False |
True |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.5% |
140.36 |
1.7% |
20% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.6% |
144.68 |
1.7% |
16% |
False |
False |
|
60 |
9,043.37 |
8,198.04 |
845.33 |
10.1% |
154.92 |
1.9% |
20% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
180.94 |
2.2% |
63% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.1% |
184.53 |
2.2% |
63% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
22.5% |
191.88 |
2.3% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,942.30 |
2.618 |
8,728.91 |
1.618 |
8,598.16 |
1.000 |
8,517.36 |
0.618 |
8,467.41 |
HIGH |
8,386.61 |
0.618 |
8,336.66 |
0.500 |
8,321.24 |
0.382 |
8,305.81 |
LOW |
8,255.86 |
0.618 |
8,175.06 |
1.000 |
8,125.11 |
1.618 |
8,044.31 |
2.618 |
7,913.56 |
4.250 |
7,700.17 |
|
|
Fisher Pivots for day following 23-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,353.39 |
8,439.68 |
PP |
8,337.31 |
8,416.27 |
S1 |
8,321.24 |
8,392.87 |
|